-71.1%
FLNC vs RY
+127.7%
-198.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -6.9% |
| 7D | -4.2% | -0.5% | -3.7% | -3.6% |
| 30D | -20.0% | -1.9% | -18.1% | -18.1% |
| 3M | -56.9% | +5.1% | -62.0% | -59.9% |
| 6M | -35.5% | +28.2% | -63.7% | -55.0% |
| YTD | -48.8% | +22.9% | -71.7% | -61.9% |
| 1Y | +49.3% | +45.5% | +3.8% | -10.6% |
| 3Y | -61.8% | +156.7% | -218.5% | -89.9% |
| All | -71.1% | +127.7% | -198.7% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling